Wednesday, March 30, 2011

Filter Tree Reduction: Perl Implementation

Lately I've been solving multi-classification problems with vowpal using a machine learning reduction. Ideally I would have programmed this in C using a reductions API provided by vowpal. In practice, vowpal has been in flux; therefore to isolate myself I've been treating vowpal as a black box with which I communicate via IPC. There is a penalty for this approach: I estimate my total throughput would be at least 4 times larger if I implemented the reduction within vowpal (based upon the output of top). Hopefully John and crew will provide a stable vowpal reduction API in the near future.

In the meantime, although it is a bit pokey the reduction I'm presenting here is still practical. In addition, sometimes just seeing an implementation of something can really crystallize the concepts, so I thought I'd present the reduction here.

The Strategy

The starting point is the Filter Tree reduction of cost-sensitive multiclass classification to importance weighted binary classification. In this reduction, class labels are arranged into a March-madness style tournament, with winners playing winners until one class label emerges victorious: that is the resulting prediction. When two class labels play each other'', what really happens is an importance weighted classifier decides who wins based upon the associated instance features $x$.

In practice I'm using a particular kind of filter tree which I call a scoring filter tree. Here the importance weighted classifier is constrained to be of the form $\Psi_{\nu} (x) = 1_{f (x; \lambda) > f (x; \phi)}.$ Here $\lambda$ and $\phi$ are the two class labels who are playing each other'' to see who advances in the tournament. What this equation says is:
1. There is a function $f$ which says how good each class label is given the instance features $x$.
2. The better class label always beats the other class label.
This implies that the winner of the tournament is the best team according to $f$. This makes $f$ look like a scoring function (like what would be obtained from argmax regression) and essentially one can ignore the tournament structure at test time. The use of the tournament at train time is critical however to obtaining good performance on noisy problems (i.e., low regret).

The Implementation

I'll assume that we're trying to classify between $|K|$ labels denoted by integers $\{ 1, \ldots, |K|\}$. I'll also assume an input format which is very close to vowpal's native input format, but with a cost vector instead of a label. $c_1,\ldots,c_{|K|}\; \textrm{importance}\; \textrm{tag}|\textrm{namespace}\; \textrm{feature} \ldots$ So for instance a 3 class problem input line might look like $0.7,0.2,1.3\; 0.6\; \textrm{idiocracy}|\textrm{items}\; \textrm{hotlatte}\; |\textrm{desires}\; \textrm{i}\; \textrm{like}\; \textrm{money}$ The best choice (lowest cost) class here is 2.

Test Time
Applying the model is easier to understand than training it, so I'll start there. Within the perl I transform this into a set of vowpal input lines where each line corresponds to a particular class label $n$, $\; \textrm{tag}|\textrm{namespace}n\; \textrm{feature} \ldots$ Essentially the cost vector and importance weight are stripped out (since there is no learning happening right now), the tag is stripped out (I handle that separately), and each namespace has the class label appended to it. Since vowpal uses the first letter to identify namespaces, options that operate on namespaces (e.g., -q, --ignore) will continue to work as expected. So for instance continuing with the above example we would generate three lines $|\textrm{items}1\; \textrm{hotlatte}\; |\textrm{desires}1\; \textrm{i}\; \textrm{like}\; \textrm{money}\; |\_1\; k$ $|\textrm{items}2\; \textrm{hotlatte}\; |\textrm{desires}2\; \textrm{i}\; \textrm{like}\; \textrm{money}\; |\_2\; k$ $|\textrm{items}3\; \textrm{hotlatte}\; |\textrm{desires}3\; \textrm{i}\; \textrm{like}\; \textrm{money}\; |\_3\; k$ Each of these lines is fed to vowpal, and the class label that has the lowest vowpal output is selected as the winner of the tournament. That last feature $k$ in the namespace _ is providing a class label localized version of the constant feature that vowpal silently provides on every example.

Train Time
At train time I essentially run the tournament: but since I know the actual costs, I update the classifier based upon who should have won''. The importance weight of the update is determined by the absolute difference in costs between the two teams that just played. So in the case of two class labels $i$ and $j$ there will be a training input fed to vowpal of the form, $1\; \omega\; \textrm{tag}|\textrm{namespacei:1}\; \textrm{feature} \ldots |\textrm{namespacej:-1}\; \textrm{feature} \ldots |\textrm{\_i:-1} \; k\; |\textrm{\_j:-1}\; k$ where $\omega = \textrm{importance} * \mbox{abs} (c_i - c_j)$, i.e., the original importance weight scaled by the absolute difference in the actual costs. Here I'm leveraging the ability to provide a weight on a namespace which multiplies the weights on all the features in the namespace. (What about that pesky constant feature that vowpal always provides? It's still there and really it shouldn't be. The right way to deal with this would be to patch vowpal to accept an option not to provide the constant feature. However I want to present something that works with an unpatched vowpal, so instead I feed another training input with everything negated in order to force the constant feature to stay near zero.)

When a team wins a game they should not have won, they still advance in the tournament. Intuitively, the classifier needs to recover gracefully from mistakes made previously in the tournament, so this is the right thing to do.

What's Missing
Here are some things I'd like to improve:
1. Implement inside vowpal instead of outside via IPC.
2. In the implementation I manually design the tournament based upon a particular number of classes. It would be better to automatically construct the tournament.
3. It would be nice to have a concise way to specify sparse cost-vectors. For example when all errors are equally bad all that is needed is the identity of the correct label.
4. The above strategy doesn't work with hinge loss, and I don't know why (it appears to work with squared and logistic loss). Probably I've made a mistake somewhere. Caveat emptor!

The Code

There are two pieces:
• vowpal.pm: this encapsulates the communication with vowpal. You'll need this to get it to work, but mostly this boring unix IPC stuff.
• It's not very good at detecting that the underlying vw did not start successfully (e.g., due to attempting to load a model that does not exist). However you will notice this since it just hangs.
• filter-tree: perl script where the reduction implementation actually lives. You invoke this to get going. Mostly it takes the same arguments as vw itself and just passes them through, with some exceptions:
1. You have to read data from standard input. I could intercept --data arguments and emulate them, but I don't.
2. You can't use the --passes argument because of the previous statement.
3. I do intercept the -p argument (for outputting predictions) and emulate this at the reduction level.

The output you see from filter-tree looks like the output from vw, but it not. It's actually from the perl script, and is designed to look like vw output suitably modified for the multiclass case.

Here's an example invocation:
% zcat traindata.gz | head -1000 | ./filter-tree --adaptive -l 1 -b 22 --loss_function logistic -f model.users.b22
average    since       example  example    current  current  current
loss       last        counter   weight      label  predict features
1.000000   1.000000          1      1.0     1.0000   0.0000       16
0.500000   0.000000          2      2.0     1.0000   1.0000       15
0.500000   0.500000          4      4.0     2.0000   1.0000       20
0.375000   0.250000          8      8.0     2.0000   2.0000       19
0.562500   0.750000         16     16.0     5.0000   2.0000       23
0.437500   0.312500         32     32.0     0.0000   1.0000       14
0.281250   0.125000         64     64.0     1.0000   1.0000       16
0.312500   0.343750        128    128.0     0.0000   1.0000       16
0.347656   0.382812        256    256.0     1.0000   1.0000       13
0.322266   0.296875        512    512.0     1.0000   1.0000       20

finished run
number of examples = 1000
weighted examples sum = 1000
average cost-sensitive loss = 0.287
average classification loss = 0.287
best constant for cost-sensitive = 1
best constant cost-sensitive loss = 0.542
best constant for classification = 1
best constant classification loss = 0.542
minimum possible loss = 0.000
confusion matrix
15      1       0       1       0       1       0
77      416     53      23      5       0       1
14      41      281     56      8       3       2
0       0       0       1       0       1       0
0       0       0       0       0       0       0
0       0       0       0       0       0       0
0       0       0       0       0       0       0

The -p argument outputs a tab separated set of columns. The first column is the predicted class label, the next $|K|$ columns are the scoring function values per class label, and the last column is the instance tag.

As is typical, the source code is (unfortunately) the best documentation.

filter-tree

#! /usr/bin/env perl

use warnings;
use strict;

use vowpal;

$SIG{INT} = sub { die "caught SIGINT"; }; # if this looks stupid it is: these used to be actual class names, # but i didn't want to release code with the actual class labels that i'm using use constant { ZERO => 0, ONE => 1, TWO => 2, THREE => 3, FOUR => 4, FIVE => 5, SIX => 6, }; sub argmin (@) { my (@list) = @_; my$argmin = 0;

foreach my $x (1 ..$#list)
{
if ($list[$x] < $list[$argmin])
{
$argmin =$x;
}
}

return $argmin; } sub tweak_line ($$) { my (suffix, rest) = @_; rest =~ s/\|(\S*)/\|{1}{suffix}/g; return rest; } sub train_node ($$$$) { my (m, la, lb, pa, pb, ca, cb, i, rest) = @_; my argmin = (ca < cb) ? -1 : 1; my absdiff = abs (ca - cb); if (absdiff > 0) { chomp rest; my w = i * absdiff; my plusone = 1; my minusone = -1; my chirp = (rand () < 0.5) ? 1 : -1; argmin *= chirp; plusone *= chirp; minusone *= chirp; m->send ("argmin w", tweak_line ("{la}:plusone", " |rest |_ k"), tweak_line ("{lb}:minusone", " |rest |_ k\n"))->recv () or die "vowpal failed to respond"; argmin *= -1; plusone *= -1; minusone *= -1; m->send ("argmin w", tweak_line ("{la}:plusone", " |rest |_ k"), tweak_line ("{lb}:minusone", " |rest |_ k\n"))->recv () or die "vowpal failed to respond"; } return pa - pb; } sub print_update ($$$$) { my (total_loss, since_last, delta_weight, example_counter, example_weight, current_label, current_predict, current_features) = @_; printf STDERR "%-10.6f %-10.6f %8lld %8.1f %s %8.4f %8lu\n", example_weight > 0 ? total_loss / example_weight : -1, delta_weight > 0 ? since_last / delta_weight : -1, example_counter, example_weight, defined (current_label) ? sprintf ("%8.4f", current_label) : " unknown", current_predict, current_features; } #--------------------------------------------------------------------- # main #--------------------------------------------------------------------- srand 69; my @my_argv; my pred_fh; while (@ARGV) { my arg = shift @ARGV; last if arg eq '--'; if (arg eq "-p") { my pred_file = shift @ARGV or die "-p argument missing"; pred_fh = new IO::File pred_file, "w" or die "pred_file: !"; } else { push @my_argv, arg; } } my model = new vowpal join " ", @my_argv; print STDERR <<EOD; average since example example current current current loss last counter weight label predict features EOD my total_loss = 0; my since_last = 0; my example_counter = 0; my example_weight = 0; my delta_weight = 0; my dump_interval = 1; my @best_constant_loss = map { 0 } (ZERO .. SIX); my @best_constant_classification_loss = map { 0 } (ZERO .. SIX); my minimum_possible_loss = 0; my classification_loss = 0; my mismatch = 0; my %confusion; while (defined (_ = <>)) { my (preline, rest) = split /\|/, _, 2; die "bad preline preline" unless preline =~ /^([\d\.]+)?\s+([\d\.]+\s+)?(\S+)?/; my label = 1; my importance = 2 ? 2 : 1; my tag = 3; my (actual_tag, @costs) = split /,/, tag; die "bad tag tag" unless @costs == 0 || @costs == 8; my @scores = map { my s = model->send (tweak_line (_, " |rest |_ k"))->recv (); chomp s; s } (ZERO .. SIX); my current_prediction = argmin @scores; if (@costs == 8) { # it turned out better for my problem to combine classes 6 and 7. # costs are already inverted and subtracted from 1, so, # have to subtract 1 when doing this my class_seven = pop @costs; costs[SIX] += class_seven - 1; # zero level my zero_one = train_node (model, ZERO, ONE, scores[ZERO], scores[ONE], costs[ZERO], costs[ONE], importance, rest) <= 0 ? ZERO : ONE; my two_three = train_node (model, TWO, THREE, scores[TWO], scores[THREE], costs[TWO], costs[THREE], importance, rest) <= 0 ? TWO : THREE; my four_five = train_node (model, FOUR, FIVE, scores[FOUR], scores[FIVE], costs[FOUR], costs[FIVE], importance, rest) <= 0 ? FOUR : FIVE; # SIX gets a pass # first level: (zero_one vs. two_three), (four_five vs. SIX) my fleft = train_node (model, zero_one, two_three, scores[zero_one], scores[two_three], costs[zero_one], costs[two_three], importance, rest) <= 0 ? zero_one : two_three; my fright = train_node (model, four_five, SIX, scores[four_five], scores[SIX], costs[four_five], costs[SIX], importance, rest) <= 0 ? four_five : SIX; # second level: fleft vs. fright my root = train_node (model, fleft, fright, scores[fleft], scores[fright], costs[fleft], costs[fright], importance, rest) <= 0 ? fleft : fright; total_loss += importance * costs[root]; since_last += importance * costs[root]; example_weight += importance; delta_weight += importance; my best_prediction = argmin @costs; foreach my c (ZERO .. SIX) { best_constant_loss[c] += importance * costs[c]; if (c != best_prediction) { best_constant_classification_loss[c] += importance; } } minimum_possible_loss += importance * costs[best_prediction]; classification_loss += (current_prediction == best_prediction) ? 0 : 1; ++confusion{"current_prediction:best_prediction"}; ++mismatch if root ne current_prediction; } print pred_fh (join "\t", current_prediction, @scores, actual_tag), "\n" if defined pred_fh; ++example_counter; if (example_counter >= dump_interval) { my @features = split /\s+/, rest; # TODO: not really print_update (total_loss, since_last, delta_weight, example_counter, example_weight, (@costs) ? (argmin @costs) : undef, current_prediction, scalar @features); dump_interval *= 2; since_last = 0; delta_weight = 0; } } my average_loss = sprintf "%.3f", example_weight > 0 ? total_loss / example_weight : -1; my best_constant = argmin @best_constant_loss; my best_constant_average_loss = sprintf "%.3f", example_weight > 0 ? best_constant_loss[best_constant] / example_weight : -1; my best_constant_classification = argmin @best_constant_classification_loss; my best_constant_classification_average_loss = sprintf "%.3f", example_weight > 0 ? best_constant_classification_loss[best_constant_classification] / example_weight : -1; my minimum_possible_average_loss = sprintf "%.3f", example_weight > 0 ? minimum_possible_loss / example_weight : -1; my classification_average_loss = sprintf "%.3f", example_weight > 0 ? classification_loss / example_weight : -1; print <<EOD; finished run number of examples = example_counter weighted examples sum = example_weight average cost-sensitive loss = average_loss average classification loss = classification_average_loss best constant for cost-sensitive = best_constant best constant cost-sensitive loss = best_constant_average_loss best constant for classification = best_constant_classification best constant classification loss = best_constant_classification_average_loss minimum possible loss = minimum_possible_average_loss confusion matrix EOD #train/test mismatch = mismatch foreach my pred (ZERO .. SIX) { print join "\t", map { confusion{"pred:_"} || 0 } (ZERO .. SIX); print "\n"; }  vowpal.pm # vowpal.pm package vowpal; use warnings; use strict; use POSIX qw (tmpnam mkfifo); use IO::File; use IO::Pipe; use IO::Poll; sub new ($$) { my$class = shift;
my $args = shift; my$pred_pipename = tmpnam () or die $!; my$pred_pipe = mkfifo ($pred_pipename, 0700) or die$!;
my $pred_fd = POSIX::open ($pred_pipename,
&POSIX::O_RDONLY |
&POSIX::O_NONBLOCK |
&POSIX::O_NOCTTY) or die $!; my$pred_fh = new IO::Handle;
$pred_fh->fdopen ($pred_fd, "r") or die $!; POSIX::fcntl ($pred_fh,
&POSIX::F_SETFL,
POSIX::fcntl ($pred_fh, &POSIX::F_GETFL, 0) & ~&POSIX::O_NONBLOCK); my$data_fh = new IO::Pipe or die $!; open my$oldout, ">&STDOUT" or die "Can't dup STDOUT: $!"; eval { open STDOUT, ">", "/dev/null" or die "Can't redirect STDOUT:$!";
eval
{
open my $olderr, ">&STDERR" or die "Can't dup STDERR:$!";
eval
{
open STDERR, ">", "/dev/null" or die "Can't redirect STDERR: $!";$data_fh->writer ("vw $args -p$pred_pipename --quiet") or die $!;$data_fh->autoflush (1);
};
open STDERR, ">&", $olderr or die "Can't restore STDERR:$!";
die $@ if$@;
};
open STDOUT, ">&", $oldout or die "Can't restore STDOUT:$!";
die $@ if$@;
};
die $@ if$@;

my $poll = new IO::Poll;$poll->mask ($data_fh => POLLOUT);$poll->poll ();
$poll->remove ($data_fh);
$poll->mask ($pred_fh => POLLIN);

my $self = { data_fh =>$data_fh,
pred_fh => $pred_fh, pred_file =>$pred_pipename,
poll => $poll, args =>$args };

bless $self,$class;
return $self; } sub send ($@)
{
my $self = shift;$self->{'data_fh'}->print (@_);

return $self; } sub recv ($)
{
my $self = shift;$self->{'poll'}->poll ();
return $self->{'pred_fh'}->getline (); } sub DESTROY { my$self = shift;

$self->{'data_fh'}->close ();$self->{'pred_fh'}->close ();